Credit Derivatives

Credit Derivatives

  • Attainment Descriptors
    • Discuss the need and characteristics of credit derivatives, their benefits, and risks
    • Analyze the variants of Credit derivatives - Credit Default Swaps (CDS), Quanto CDS, indexes and tranches, CDOs, Credit Linked Notes (CLN) and credit swaptions
    • Examine the role of ISDA and delve into the documentation and pricing for credit derivatives

    Related Course
    • Equity Derivatives
    • Foreign Exchange Derivatives
    • Commodity Derivatives
    • Energy Derivatives
    • Interest Rate Derivatives
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